Showcasing the latest quantitative research in risk management, portfolio construction and trading

Risk.net's 12th annual Quant Summit Europe returns to London with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas!

 

 

sp-speaker-icon

 

VIEW AGENDA

 

The quant playing field has been gradually changing over the years. The proliferation of machine learning applications to trading, asset allocation, stock selection, portfolio optimization, risk management and compliance - to name just a few areas - is at the centre of the research projects of banks and investment firms. We have also seen the buy-side industry adopting a more systematic approach to investment management, creating a fertile ground for quantitative investment models, algorithmic trading and data science.

As well as these emerging trends, quantitative solutions to regulatory challenges remain a fundamentally important area in quant finance, thus XVA, the standard initial margin model, Fundamental Review of the Trading Book, stress-testing, and model validation remain an important part of Quant Summit Europe. We have also observed interesting developments in price modelling and computational techniques which we will showcase at the event this year.

 
 

sp-earlybird-icon

 

REGISTER NOW

 

If you would like to book your place, registration is now open, click below and follow the link.


We are currently running early birds discounts, book now and save up to 15% on your full price ticket.


Choose from a variety of passes which includes:

 

Two-day conference only
Two-day conference + the Machine Learning Forum or the post-workshop (3 days)  
Two-day conference + the Machine Learning Forum and the post-workshop (4 days)
One day - Machine Learning Forum or the post-workshop.

 

 

 

 

CALL FOR PAPERS: Risk.net welcomes the submission of technical articles to be presented at the Quant Summit Europe 2018. Submission deadline: February 2, 2018

[email protected]